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We consider the problem of recovering an unknown effectively $(s_1,s_2)$-sparse low-rank-$R$ matrix $X$ with possibly non-orthogonal rank-$1$ decomposition from incomplete and inaccurate linear measurements of the form $y = \mathcal A (X) +…
Expressing a matrix as the sum of a low-rank matrix plus a sparse matrix is a flexible model capturing global and local features in data popularized as Robust PCA (Candes et al., 2011; Chandrasekaran et al., 2009). Compressed sensing,…
In this paper we develop a new framework that captures the common landscape underlying the common non-convex low-rank matrix problems including matrix sensing, matrix completion and robust PCA. In particular, we show for all above problems…
Many problems can be formulated as recovering a low-rank tensor. Although an increasingly common task, tensor recovery remains a challenging problem because of the delicacy associated with the decomposition of higher order tensors. To…
This paper deals with the problem of robust matrix completion -- retrieving a low-rank matrix and a sparse matrix from the compressed counterpart of their superposition. Though seemingly not an unresolved issue, we point out that the…
We propose a new algorithmic framework for constrained compressed sensing models that admit nonconvex sparsity-inducing regularizers including the log-penalty function as objectives, and nonconvex loss functions such as the Cauchy loss…
Compressed sensing (CS) shows that a signal having a sparse or compressible representation can be recovered from a small set of linear measurements. In classical CS theory, the sampling matrix and representation matrix are assumed to be…
Despite the recent development in machine learning, most learning systems are still under the concept of "black box", where the performance cannot be understood and derived. With the rise of safety and privacy concerns in public, designing…
In compressed sensing, the l0-norm minimization of sparse signal reconstruction is NP-hard. Recent work shows that compared with the best convex relaxation (l1-norm), nonconvex penalties can better approximate the l0-norm and can…
In compressed sensing one uses known structures of otherwise unknown signals to recover them from as few linear observations as possible. The structure comes in form of some compressibility including different notions of sparsity and low…
Optimization over low rank matrices has broad applications in machine learning. For large scale problems, an attractive heuristic is to factorize the low rank matrix to a product of two much smaller matrices. In this paper, we study the…
We consider the problem of recovering an unknown low-rank matrix X with (possibly) non-orthogonal, effectively sparse rank-1 decomposition from measurements y gathered in a linear measurement process A. We propose a variational formulation…
The goal of compressed sensing is to reconstruct a sparse signal under a few linear measurements far less than the dimension of the ambient space of the signal. However, many real-life applications in physics and biomedical sciences carry…
This article investigates the problem of noisy low-rank matrix completion with a shared factor structure, leveraging the auxiliary information from the missing indicator matrix to enhance prediction accuracy. Despite decades of development…
Given a limited number of entries from the superposition of a low-rank matrix plus the product of a known fat compression matrix times a sparse matrix, recovery of the low-rank and sparse components is a fundamental task subsuming…
This paper develops a new class of nonconvex regularizers for low-rank matrix recovery. Many regularizers are motivated as convex relaxations of the matrix rank function. Our new factor group-sparse regularizers are motivated as a…
The compressive sensing (CS) and 1-bit CS demonstrate superior efficiency in signal acquisition and resource conservation, while 1-bit CS achieves maximum resource efficiency through sign-only measurements. With the emergence of massive…
In this paper, we propose two regularized proximal quasi-Newton methods with symmetric rank-1 update of the metric (SR1 quasi-Newton) to solve non-smooth convex additive composite problems. Both algorithms avoid using line search or other…
This paper studies the problem of recovering a low-rank matrix from several noisy random linear measurements. We consider the setting where the rank of the ground-truth matrix is unknown a priori and use an objective function built from a…
In this work, we study the performance of sub-gradient method (SubGM) on a natural nonconvex and nonsmooth formulation of low-rank matrix recovery with $\ell_1$-loss, where the goal is to recover a low-rank matrix from a limited number of…